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Article
Title:
Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
Authors:
João Valle e Azevedo
(
Stanford U
)
Jan Koopman
(
Free U Amsterdam
)
António Rua
(
Bank of Portugal
)
Journal:
Journal of Business and Economic Statistics
Year:
2006
Volume:
24
Pages:
278-290
JEL codes:
E32 - Business Fluctuations; Cycles
C51 - Model Construction and Estimation
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